-48.0%
SMR vs EMB
+19.6%
-67.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | 0.0% |
| 7D | +1.9% | -0.4% | +2.3% | +3.0% |
| 30D | -21.9% | +1.5% | -23.5% | -23.9% |
| 3M | -47.1% | -1.6% | -45.5% | -45.0% |
| 6M | -60.6% | -1.5% | -59.2% | -58.7% |
| YTD | -63.1% | -0.1% | -63.0% | -61.8% |
| 1Y | -80.4% | +0.5% | -81.0% | -79.9% |
| 3Y | +150.2% | +30.2% | +120.0% | +94.0% |
| All | -48.0% | +19.6% | -67.6% | -61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EMB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling